+358.9%
CDE vs QSR
+205.8%
+153.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -3.1% | -4.0% | +0.9% | -1.5% |
| 30D | +9.5% | +2.8% | +6.7% | +8.2% |
| 3M | +25.5% | +5.1% | +20.4% | +22.8% |
| 6M | -7.9% | +8.8% | -16.7% | -11.9% |
| YTD | +15.6% | +14.8% | +0.7% | +8.0% |
| 1Y | +34.0% | +25.7% | +8.3% | +20.4% |
| 3Y | +791.9% | +27.5% | +764.4% | +691.3% |
| 5Y | +197.7% | +41.3% | +156.5% | +152.8% |
| 10Y | +55.0% | +133.8% | -78.8% | +5.0% |
| All | +358.9% | +205.8% | +153.1% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling